Description

An exposition to the world of relative-value trading in the fixed-income markets written by a leading-edge thinker and scientific analyst of global financial markets. Using concrete examples, he details profit opportunities--treasury bills, bonds, notes, interest-rate futures and options--explaining how to obtain virtually risk-free rewards if the proper knowledge and skills are applied. Discusses the critical success factors of relative-value trading and highlights the important role of technology, capital requirements and considerations in order to set up a fixed-income arbitrage system.

Fixed-Income Arbitrage: Analytical Techniques and Strategies

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Hardback by M. Anthony Wong

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An exposition to the world of relative-value trading in the fixed-income markets written by a leading-edge thinker and scientific analyst... Read more

    Publisher: John Wiley & Sons Inc
    Publication Date: 15/09/1993
    ISBN13: 9780471555520, 978-0471555520
    ISBN10: 0471555525

    Number of Pages: 272

    Non Fiction , Business, Finance & Law

    Description

    An exposition to the world of relative-value trading in the fixed-income markets written by a leading-edge thinker and scientific analyst of global financial markets. Using concrete examples, he details profit opportunities--treasury bills, bonds, notes, interest-rate futures and options--explaining how to obtain virtually risk-free rewards if the proper knowledge and skills are applied. Discusses the critical success factors of relative-value trading and highlights the important role of technology, capital requirements and considerations in order to set up a fixed-income arbitrage system.

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